NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 19-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2015 |
19-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
43.50 |
43.72 |
0.22 |
0.5% |
44.78 |
High |
44.34 |
44.09 |
-0.25 |
-0.6% |
46.89 |
Low |
43.09 |
41.73 |
-1.36 |
-3.2% |
43.35 |
Close |
44.09 |
42.18 |
-1.91 |
-4.3% |
44.31 |
Range |
1.25 |
2.36 |
1.11 |
88.8% |
3.54 |
ATR |
1.52 |
1.58 |
0.06 |
4.0% |
0.00 |
Volume |
77,957 |
97,421 |
19,464 |
25.0% |
588,272 |
|
Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.75 |
48.32 |
43.48 |
|
R3 |
47.39 |
45.96 |
42.83 |
|
R2 |
45.03 |
45.03 |
42.61 |
|
R1 |
43.60 |
43.60 |
42.40 |
43.14 |
PP |
42.67 |
42.67 |
42.67 |
42.43 |
S1 |
41.24 |
41.24 |
41.96 |
40.78 |
S2 |
40.31 |
40.31 |
41.75 |
|
S3 |
37.95 |
38.88 |
41.53 |
|
S4 |
35.59 |
36.52 |
40.88 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.47 |
53.43 |
46.26 |
|
R3 |
51.93 |
49.89 |
45.28 |
|
R2 |
48.39 |
48.39 |
44.96 |
|
R1 |
46.35 |
46.35 |
44.63 |
45.60 |
PP |
44.85 |
44.85 |
44.85 |
44.48 |
S1 |
42.81 |
42.81 |
43.99 |
42.06 |
S2 |
41.31 |
41.31 |
43.66 |
|
S3 |
37.77 |
39.27 |
43.34 |
|
S4 |
34.23 |
35.73 |
42.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45.50 |
41.73 |
3.77 |
8.9% |
1.50 |
3.5% |
12% |
False |
True |
111,974 |
10 |
46.89 |
41.73 |
5.16 |
12.2% |
1.51 |
3.6% |
9% |
False |
True |
98,336 |
20 |
50.75 |
41.73 |
9.02 |
21.4% |
1.50 |
3.6% |
5% |
False |
True |
65,090 |
40 |
62.41 |
41.73 |
20.68 |
49.0% |
1.61 |
3.8% |
2% |
False |
True |
43,814 |
60 |
62.87 |
41.73 |
21.14 |
50.1% |
1.58 |
3.7% |
2% |
False |
True |
36,038 |
80 |
65.03 |
41.73 |
23.30 |
55.2% |
1.58 |
3.7% |
2% |
False |
True |
30,341 |
100 |
65.03 |
41.73 |
23.30 |
55.2% |
1.56 |
3.7% |
2% |
False |
True |
26,380 |
120 |
65.03 |
41.73 |
23.30 |
55.2% |
1.56 |
3.7% |
2% |
False |
True |
23,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.12 |
2.618 |
50.27 |
1.618 |
47.91 |
1.000 |
46.45 |
0.618 |
45.55 |
HIGH |
44.09 |
0.618 |
43.19 |
0.500 |
42.91 |
0.382 |
42.63 |
LOW |
41.73 |
0.618 |
40.27 |
1.000 |
39.37 |
1.618 |
37.91 |
2.618 |
35.55 |
4.250 |
31.70 |
|
|
Fisher Pivots for day following 19-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
42.91 |
43.05 |
PP |
42.67 |
42.76 |
S1 |
42.42 |
42.47 |
|